Deep learning plays a vital role in real-life applications, for example object identification, human face recognition, speech recognition, biometrics identification, and short and long-term forecasting of data. The ma...Deep learning plays a vital role in real-life applications, for example object identification, human face recognition, speech recognition, biometrics identification, and short and long-term forecasting of data. The main objective of our work is to predict the market performance of the Dhaka Stock Exchange (DSE) on day closing price using different Deep Learning techniques. In this study, we have used the LSTM (Long Short-Term Memory) network to forecast the data of DSE for the convenience of shareholders. We have enforced LSTM networks to train data as well as forecast the future time series that has differentiated with test data. We have computed the Root Mean Square Error (RMSE) value to scrutinize the error between the forecasted value and test data that diminished the error by updating the LSTM networks. As a consequence of the renovation of the network, the LSTM network provides tremendous performance which outperformed the existing works to predict stock market prices.展开更多
功率预测是实现电能供需平衡、维持电网稳定运行的一项重要任务.随着分布式海上光伏系统的发展,光伏利用率不断提升,同时对光伏功率预测提出了更高的要求.针对机器学习方法在光伏功率时间序列预测中存在的样本数量不足、预测精度低以及...功率预测是实现电能供需平衡、维持电网稳定运行的一项重要任务.随着分布式海上光伏系统的发展,光伏利用率不断提升,同时对光伏功率预测提出了更高的要求.针对机器学习方法在光伏功率时间序列预测中存在的样本数量不足、预测精度低以及隐私泄露等问题,提出一种基于联邦学习和变分模态分解的长短期记忆神经网络功率预测模型(long short-term memory neural network power forecasting model based on federated learning and variational mode decomposition,FL-VMD-LSTM).利用主成分分析法和三次样条插值对气象数据进行预处理,同时利用VMD将光伏功率时间序列分解为多个分量进行分步预测,降低光伏功率时间序列的非平稳性和复杂度.通过横向联邦学习的本地训练和参数聚合方法,实现在保证数据隐私安全情况下的光伏功率预测.通过4个算例进行仿真实验,验证结果表明FL-VMD-LSTM模型在光伏功率预测方面具有较高精度,与传统算法相比,RMSE和MAE分别降低了55.7%和55.5%.展开更多
文摘Deep learning plays a vital role in real-life applications, for example object identification, human face recognition, speech recognition, biometrics identification, and short and long-term forecasting of data. The main objective of our work is to predict the market performance of the Dhaka Stock Exchange (DSE) on day closing price using different Deep Learning techniques. In this study, we have used the LSTM (Long Short-Term Memory) network to forecast the data of DSE for the convenience of shareholders. We have enforced LSTM networks to train data as well as forecast the future time series that has differentiated with test data. We have computed the Root Mean Square Error (RMSE) value to scrutinize the error between the forecasted value and test data that diminished the error by updating the LSTM networks. As a consequence of the renovation of the network, the LSTM network provides tremendous performance which outperformed the existing works to predict stock market prices.
基金This study was jointly funded by the National Key R&D Program of China[grant number 2022YFC3004103]the National Natural Foundation of China[grant number 42275003]+2 种基金the Beijing Science and Technology Program[grant number Z221100005222012]the Beijing Meteorological Service Science and Technology Program[grant number BMBKJ202302004]the China Meteorological Administration Youth Innovation Team[grant number CMA2023QN10].
文摘功率预测是实现电能供需平衡、维持电网稳定运行的一项重要任务.随着分布式海上光伏系统的发展,光伏利用率不断提升,同时对光伏功率预测提出了更高的要求.针对机器学习方法在光伏功率时间序列预测中存在的样本数量不足、预测精度低以及隐私泄露等问题,提出一种基于联邦学习和变分模态分解的长短期记忆神经网络功率预测模型(long short-term memory neural network power forecasting model based on federated learning and variational mode decomposition,FL-VMD-LSTM).利用主成分分析法和三次样条插值对气象数据进行预处理,同时利用VMD将光伏功率时间序列分解为多个分量进行分步预测,降低光伏功率时间序列的非平稳性和复杂度.通过横向联邦学习的本地训练和参数聚合方法,实现在保证数据隐私安全情况下的光伏功率预测.通过4个算例进行仿真实验,验证结果表明FL-VMD-LSTM模型在光伏功率预测方面具有较高精度,与传统算法相比,RMSE和MAE分别降低了55.7%和55.5%.